fix(HEL-356): use completed history for intraday metrics
Co-authored-by: multica-agent <github@multica.ai>
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@@ -217,11 +217,14 @@ class HeavenMarketContextMixin:
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start_date = (
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datetime.strptime(trade_date, "%Y%m%d") - timedelta(days=20)
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).strftime("%Y%m%d")
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history_end = (
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datetime.strptime(trade_date, "%Y%m%d") - timedelta(days=1)
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).strftime("%Y%m%d")
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for quote in quotes:
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ts_code = code_map[str(quote.get("code") or "")]
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history = client.query(
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"index_daily",
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{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
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{"ts_code": ts_code, "start_date": start_date, "end_date": history_end},
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"ts_code,trade_date,close,pct_chg",
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)
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history.sort(key=lambda item: str(item.get("trade_date") or ""))
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